Hi aye-nay,
Every brand of casino is different. Many have their customer support and servers in the Caribbean or Central America, (typical RTG) and many have their servers in Canada and their Customer support in South Africa (typical MG). Some have their main offices in the UK, and their servers are in the UK commonwealth.
And some won't tell you a damn thing
It all depends who you are dealing with. The majority are doing it lawfully (as opposed to popular opinion). The majority are NOT on some carribean island as the mainstream press wants you to believe. I never considered Canada to be an island
The way to tell where a casino is located? Like Cipher mentioned, check their "About Us" page for where they are licensed. If that doesn't tell you anything, check the IP address for their servers. You can do this by checking the IP of their main website, or run Sygate (or another good firewall program) while downloading their software. This will tell you where their servers are. Email their customer support, and check the IPs of the email. This will tell you where their offices are.
Most legitimate casinos are upfront about this information; it's the dodgy ones that act like they have something to hide.